+138.4%
HON vs ACM
+124.8%
+13.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.3% |
| 7D | -0.6% | -3.7% | +3.1% | +1.0% |
| 30D | -15.4% | -12.7% | -2.7% | -11.0% |
| 3M | -9.1% | -9.8% | +0.7% | -5.9% |
| 6M | -17.1% | -31.4% | +14.3% | -4.1% |
| YTD | +1.5% | -32.1% | +33.6% | +16.9% |
| 1Y | -1.3% | -47.8% | +46.5% | +26.9% |
| 3Y | +19.5% | -22.1% | +41.6% | +25.7% |
| 5Y | +3.1% | +1.8% | +1.3% | -5.7% |
| 10Y | +138.4% | +132.5% | +5.8% | +51.5% |
| All | +138.4% | +124.8% | +13.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling